Union-set for for sets represented as ordered lists

Give a Θ(n) implementation of union-set for sets represented as ordered lists.

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Run

(define x '(1 3 5 8))
(define y '(0 1 2 4 9))

(check-equal? (union-set x y) '(0 1 2 3 4 5 8 9))
(check-equal? (union-set x y) (union-set y x))
(check-equal? (union-set '() y) y)
(check-equal? (union-set x '()) x)
(check-equal? (union-set x x) x)